+97.1%
ALLY vs TENB
-3.6%
+100.7%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.9% | +5.7% | +2.1% |
| 7D | -3.3% | -7.1% | +3.9% | -1.4% |
| 30D | -4.1% | -15.4% | +11.3% | -0.3% |
| 3M | +1.4% | +19.5% | -18.1% | -5.5% |
| 6M | +14.4% | +54.8% | -40.4% | -2.6% |
| YTD | -4.9% | +36.1% | -41.1% | -16.5% |
| 1Y | +5.5% | +7.0% | -1.4% | -0.6% |
| 3Y | +66.0% | -27.6% | +93.6% | +71.1% |
| 5Y | -2.4% | -30.5% | +28.1% | -4.3% |
| All | +97.1% | -3.6% | +100.7% | +36.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TENB.
Daily Out/Under-Performance
Portfolio return minus TENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TENB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded TENB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling